+40.7%
XLC vs MP
-13.0%
+53.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.7% |
| 7D | +3.7% | +9.5% | -5.7% | +2.8% |
| 30D | -1.9% | -3.0% | +1.1% | -1.8% |
| 3M | -3.1% | -30.4% | +27.3% | 0.0% |
| 6M | -6.4% | -39.2% | +32.8% | -2.7% |
| YTD | -6.8% | -23.3% | +16.4% | -6.6% |
| 1Y | -1.7% | -32.6% | +30.9% | -0.3% |
| 3Y | +64.7% | +159.3% | -94.6% | +22.0% |
| All | +40.7% | -13.0% | +53.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling